+14.4%
AUR vs WOLF
+57.5%
-43.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.6% | -5.3% | -0.9% |
| 7D | +8.7% | +9.7% | -0.9% | +6.6% |
| 30D | -5.2% | +12.5% | -17.8% | -8.2% |
| 3M | -7.3% | -57.7% | +50.4% | +6.8% |
| 6M | +41.2% | +37.7% | +3.5% | +25.6% |
| YTD | +65.1% | +62.8% | +2.3% | +42.3% |
| All | +14.4% | +57.5% | -43.1% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WOLF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling